+1,696.5%
KLAC vs XLC
+142.6%
+1,553.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.8% |
| 7D | +2.5% | -1.7% | +4.1% | +4.3% |
| 30D | -11.5% | +0.2% | -11.7% | -12.2% |
| 3M | -16.9% | +0.7% | -17.6% | -19.4% |
| 6M | +22.2% | -4.5% | +26.7% | +25.9% |
| YTD | +46.4% | -4.7% | +51.1% | +51.2% |
| 1Y | +91.0% | -1.5% | +92.5% | +89.9% |
| 3Y | +264.6% | +72.2% | +192.3% | +88.6% |
| 5Y | +430.6% | +39.3% | +391.3% | +261.5% |
| All | +1,696.5% | +142.6% | +1,553.9% | +469.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling